TANDX vs. AUEIX
TANDX (Castle Tandem Fund) and AUEIX (AQR Large Cap Defensive Style Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TANDX returned 2.31%/yr vs 5.93%/yr for AUEIX. Their correlation of 0.87 means they have usually moved in the same direction. TANDX charges 1.59%/yr vs 0.37%/yr for AUEIX.
Performance
TANDX vs. AUEIX - Performance Comparison
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Returns By Period
In the year-to-date period, TANDX achieves a -6.75% return, which is significantly lower than AUEIX's 7.82% return.
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
AUEIX
- 1D
- 0.58%
- 1M
- 1.28%
- 6M
- 4.68%
- YTD
- 7.82%
- 1Y
- 10.25%
- 3Y*
- 10.69%
- 5Y*
- 5.93%
- 10Y*
- 10.72%
- ALL TIME*
- 12.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
TANDX vs. AUEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
AUEIX AQR Large Cap Defensive Style Fund | 7.82% | 6.95% | 13.85% | 9.49% | -13.81% | 23.52% | 13.10% | 14.28% |
Correlation
The correlation between TANDX and AUEIX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.87 |
Over the past year, the correlation between TANDX and AUEIX has dropped to 0.64 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
TANDX vs. AUEIX — Risk / Return Rank
TANDX
AUEIX
TANDX vs. AUEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castle Tandem Fund (TANDX) and AQR Large Cap Defensive Style Fund (AUEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TANDX | AUEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.19 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.45 | -1.96 |
| Martin ratioReturn relative to average drawdown | -0.96 | 4.81 | -5.78 |
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Drawdowns
TANDX vs. AUEIX - Drawdown Comparison
The maximum TANDX drawdown since its inception was -93.98%, which is greater than AUEIX's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for TANDX and AUEIX.
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Drawdown Indicators
| TANDX | AUEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -30.82% | -63.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -5.91% | -10.97% |
Max Drawdown (3Y)Largest decline over 3 years | -93.98% | -10.27% | -83.71% |
Max Drawdown (5Y)Largest decline over 5 years | -93.98% | -22.08% | -71.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.82% | — |
Current DrawdownCurrent decline from peak | -93.48% | -0.31% | -93.17% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -3.39% | -18.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 1.78% | +7.01% |
Volatility
TANDX vs. AUEIX - Volatility Comparison
Castle Tandem Fund (TANDX) has a higher volatility of 4.71% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 1.82%. This indicates that TANDX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TANDX | AUEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 1.82% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 6.22% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 8.23% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 596.04% | 13.00% | +583.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 491.15% | 15.17% | +475.98% |
TANDX vs. AUEIX - Expense Ratio Comparison
TANDX has a 1.59% expense ratio, which is higher than AUEIX's 0.37% expense ratio.
Dividends
TANDX vs. AUEIX - Dividend Comparison
TANDX's dividend yield for the trailing twelve months is around 6.62%, less than AUEIX's 21.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 21.05% | 22.70% | 24.31% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.67% | 2.36% | 1.99% | 6.18% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TANDX and AUEIX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TANDX has higher volatility (4.71%) compared to AUEIX (1.82%). In terms of maximum drawdown, TANDX dropped -93.98% vs AUEIX's -30.82%.
AUEIX currently has the higher Sharpe Ratio (1.05 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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